-4.7%
TOST vs PR
+80.1%
-84.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -0.9% |
| 7D | +9.4% | -16.4% | +25.8% | +5.0% |
| 30D | +13.5% | -1.9% | +15.4% | +12.6% |
| 3M | -0.1% | +8.0% | -8.1% | +1.3% |
| 6M | +22.5% | +4.1% | +18.4% | +24.3% |
| YTD | -2.4% | +58.7% | -61.1% | +0.8% |
| 1Y | -4.7% | +75.8% | -80.5% | -5.0% |
| All | -4.7% | +80.1% | -84.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling